I remember watching a live-action TV show around the late 90's or early 00's. It centered around four main characters: a boy, a girl, a blue guy who might have been furry and a robot (I think). They would travel through different dimensions (I specifically remember the word dimensions being used). I think the premise was that the boy was looking for his dad(?).

I think I watched this show on the family channel so it may have aired on Disney in the US. I also distinctly remember there being a line of McDonald's toys based on the show where you could mix and match the parts from the different characters (possibly an ability that the boy had).

Well, if it's not this, then the makers of this need to sue the hell out of whatever he's describing.
– ValorumJun 25 '16 at 19:43

Which, admittedly, does happen from time to time. :) By the way, thank you for editing my other answer, but I deleted it because Galidor was so obviously the actual answer.
– FuzzyBootsJun 25 '16 at 19:44

1

I voted to undelete it. It's a reasonable match and it might help future searchers looking for something similar, but not the same...
– ValorumJun 25 '16 at 19:45

The time frame and a boy traveling through multiple dimensions automatically made me think of Josh Kirby... Time Warrior! but that was a boy, a girl, a old professor, and a warrior, pursued by a man in power armor, and I don't think they did any McDonald's toys. Still, I figure it's worth proffering as a guess.